Average Life (Yrs.) 0 to 2 2 to 7 7+
PAC
 05/05/04  161  170  160
 Previous Week  163  169  158
 1-Month Average  163  170  159
 12-Month Range  130-170  140-190  150-190
           
TAC
 05/05/04  50  138  162
 Previous Week  50  139  163
 1-Month Average  50  139  163
 12-Month Range  40-90  100-160  150-190
           
SEQ
 05/05/04  110  144  180
 Previous Week  111  145  181
 1-Month Average  111  145  181
 12-Month Range  100-140  130-170  140-200
All nominal spreads are in basis points over the equivalent maturity Treasury and are derived from actual transactions in each of the sectors defined.Source: Capital Management Sciences

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.